[Rcpp-devel] Rcpp syntactic sugar equivalent for R's optimize() function

[Matt D.]

On 2/27/2014 21:02, Dirk Eddelbuettel wrote:
>
> Last time I neeed a 1-d solver, I just quicky coded one up, based on another
> implementation of Brent's method.  That was a one-off and at work, but it
> really isn't that involved.

For 1-D solvers (gradient-based & derivative-free root-finding, as well 
as minimization) I can recommend Boost Math Toolkit:
http://www.boost.org/doc/libs/release/libs/math/doc/html/math_toolkit/internals1.html

It's quite easy to use and has reasonable interface; the docs show some 
simple examples to get started.

Best,

Matt


>
> Otherwise, please do look around at CRAN. There are now 176 packages using
> Rcpp, and quite a few use, or implement, optimization approaches. You just
> find something to work off.
>
> Dirk
>